Actually, sometimes they put the 'unsubscribe' option there to check and see if your email works. Then they pass on your email to other people.

I used to get about 3000 spam emails a week in my guitar tricks box so I just signed up with a service that gives me 1000 email addresses.
Now I just change the address every few months.
Like especially newsgroups or forums... never post your real email address.
Just post a yahoo.com address or whatever.